The implications of high-frequency trading on market efficiency and price discovery
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DOI: 10.1080/13504851.2014.914135
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References listed on IDEAS
- Carrion, Allen, 2013. "Very fast money: High-frequency trading on the NASDAQ," Journal of Financial Markets, Elsevier, vol. 16(4), pages 680-711.
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- Manahov, Viktor & Hudson, Robert & Gebka, Bartosz, 2014. "Does high frequency trading affect technical analysis and market efficiency? And if so, how?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 131-157.
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Cited by:
- Gianluca Piero Maria Virgilio, 2019. "High-frequency trading: a literature review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(2), pages 183-208, June.
- Jin, Liwei & Yuan, Xianghui & Li, Xiang & Ma, Huanglong & Lian, Feng, 2022. "Would widening price limits improve the efficiency of price discovery?," Finance Research Letters, Elsevier, vol. 50(C).
- Phiri, Andrew, 2017.
"Threshold convergence between the federal fund rate and South African equity returns around the colocation period,"
Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 13(1).
- Andrew Phiri, 2017. "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Business and Economic Horizons (BEH), Prague Development Center, vol. 13(1), pages 1-9, March.
- Phiri, Andrew, 2017. "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," MPRA Paper 76039, University Library of Munich, Germany.
- Andrew Phiri, 2017. "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Post-Print halshs-01861727, HAL.
- Andrew Phiri, 2017. "Threshold convergence between the Federal fund rate and South African equity returns around the colocation period," Working Papers 1710, Department of Economics, Nelson Mandela University, revised Aug 2017.
- Wu, Liang & Liu, Hengzhi & Liu, Chang & Long, Yunshen, 2020. "Determining the information share of liquidity and order flows in extreme price movements," Economic Modelling, Elsevier, vol. 93(C), pages 559-575.
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